The Brownian motion process with generalized diffusion matrix and drift vector

MaRDI QIDQ3077810zbMATH OpenFDO

Authors B. I. Kopytko, Andriy F. Novosyadlo

Publication date 22 February 2011

zbMATH Keywords

analytical methodsBrownian motion processgeneralized diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60)

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(5)

• scientific article; zbMATH DE number 3988411 (Why is no real title available?)
• scientific article; zbMATH DE number 4042981 (Why is no real title available?)
• Semigroups associated with generalized Brownian functionals
• Brownian motion in a vector space over a local field is a scaling limit
• On the singular values of complex matrix Brownian motion with a matrix drift

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